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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.89%
3d Period Avg+12.98%
swing±32.29%
LONG Bitget · now
−2.19%
3d avg:−3.18%
SHORT Crypto.com · nowENAUSD-PERP
+36.69%
3d avg:+9.80%
Entry Spread Now
−0.133%
Eaten by executionL 0.2701 · S 0.2697−$13.33 if it converges
24h range −0.25%…+0.67% · median +0.05%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.15
−0.21%
$Avg Daily PnL
+$3.55
+0.0355%
★Best Day
+$8.89
Sep 25
◎Open Interest
⚡Funding APR
+12.97%
annualized · funding only
⚠Execution Cost
−$31.81
entry + exit fees
⏱Payback
8.9d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$31.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.